On iterative procedures of asymptotic inference

DOI10.1111/j.1467-9574.1983.tb00813.xzbMath0547.62020OpenAlexW2005491217MaRDI QIDQ3339095

Kacha Dzhaparidze

Publication date: 1983

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/6670

zbMATH Keywords

iterative methodsNewton-Raphsonconjugate gradientquasi-Newtonasymptotically quadraticunconstrained maximizationquadratic termination propertyasymptotically efficient inferenceasymptotically differentiableDavidon-Fletcher-Powellinformal discussionsolving non-linear equations of statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

On the computation of chi-square-type statistics ⋮ A Comparative Study of Some Modified Chi-Squared Tests ⋮ Effect of the initial estimator on the asymptotic behavior of one-step M- estimator

Cites Work

• Asymptotic properties of time domain gaussian estimators
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Quasi-newton algorithms generate identical points

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